+205.1%
AEP vs BP
+133.4%
+71.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.9% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +4.8% | -3.1% | +7.9% | +5.1% |
| 3M | +5.4% | +6.2% | -0.8% | +4.7% |
| 6M | +0.4% | +4.8% | -4.4% | -0.3% |
| YTD | +15.5% | +35.2% | -19.7% | +11.8% |
| 1Y | +8.5% | +27.4% | -18.9% | +5.6% |
| 3Y | +84.6% | +49.8% | +34.8% | +75.7% |
| 5Y | +86.9% | +109.4% | -22.5% | +70.6% |
| 10Y | +205.1% | +135.7% | +69.5% | +181.1% |
| All | +205.1% | +133.4% | +71.8% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling